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Sampling from Gaussian processes: a tutorial and applications in global sensitivity analysis and optimization

Published Online: 2026-02-09

Published Print: 2026-02

Authors

Do, Bach

Ajenifuja, Nafeezat A.

Adebiyi, Taiwo A.

Zhang, Ruda https://orcid.org/0000-0002-2899-1008
License Information

Text and Data Mining valid from 2026-02-01

Version of Record valid from 2026-02-01
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Article History

Received: 21 July 2025

Revised: 22 December 2025

Accepted: 25 December 2025

First Online: 9 February 2026

Declarations

:

: The random Fourier feature and pathwise conditioning methods are transparent. The code implementing them is available at . All necessary information has been provided in the paper to enable replication of results for the global sensitivity analysis of the Ishigami function in Sect. and the benchmark optimization problems in Sects. and . The numerical solver for the ten-bar truss in Sects. and is available from the first author upon request.

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